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Founded in the 1740s, and still in the super-league of world ballet companies, the Mariinsky has this year brought a programme of 20th-century dance to the Wales Millennium Centre, including the company’s first UK performances of works by Dutch choreographer Hans van Manen and theRoyal Ballet’s Wayne McGregor. It is to be the St Petersburg company’s only UK visit of 2016.

Van Manen’s 1977 Five Tangos is danced to Astor Piazzolla’s own recording of his music. The Argentine composer, who died in 1992, was in the vanguard of the nuevo tango movement, spiking and refining the passion of traditional tango with influences from jazz and chamber music.

Van Manen’s choreography echoes the music’s classical aesthetic with its elegant balletic geometry and cool eroticism. But in the Millennium Centre’s cavernous space, the eroticism of the Mariinsky ensemble seemed not such much cool as gelid. It was only in the septet, with Vikoria Tereshkina’s icy dominatrix exercising hypnotic control over half a dozen hapless men, that the drama found full emotional intensity.

It It would be hard to diminish the intensity of Wayne McGregor’s Infra, created for the Royal Ballet in 2008, in collaboration with the artist Julian Opie and the composer Max Richter. Infra is Latin for “beneath”, and the piece is surmounted by Opie’s LED screen on which digital human forms stroll or hurry, as though crossing an invisible bridge. Below them, to the melancholy arpeggiations and scratchy static of Richter’s haunting score, a dozen dancers seem like shades, enacting the hidden confusions, interrupted intimacies and sudden shifts of mood that seethe beneath the outward life of the city.

Here the Mariinsky dancers combine precision with emotion to luminous effect, with quicksilver duetting in rectangles of light, like couples seen through the windows of an apartment block, and Yekaterina Kondaurova crouched in extremity as a flood of passers-by sweeps past her, unseeing and indifferent.

A twinkling constellation of golden stars announces a change of mood. The bittersweet romance of Jerome Robbins’s In the Night (1970), set to four Chopin nocturnes (played with dogged efficiency by Liudmilla Sveshnikova), explores a progression of encounters, from the fragile transports of first love (a slightly earthbound account by Anastasia Matvienko and Philipp Stepin) to the dubious pleasures of quarrelling and making up.

Here Tereshkina is again formidable, giving Yuri Smekalov what-for in fine style, though her yielding self-abasement is less persuasive. Kondaurova and Konstantin Zverev bring a blaze of wit and charm to Robbins’s teasing contrasts of formality and trembling abandonment, concluding the evening in magical style.